04620nam 2201201z- 450 991036774100332120231214133558.03-03921-729-1(CKB)4100000010106307(oapen)https://directory.doabooks.org/handle/20.500.12854/60049(EXLCZ)99410000001010630720202102d2019 |y 0engurmn|---annantxtrdacontentcrdamediacrrdacarrierStochastic Processes with ApplicationsMDPI - Multidisciplinary Digital Publishing Institute20191 electronic resource (284 p.)3-03921-728-3 Stochastic processes have wide relevance in mathematics both for theoretical aspects and for their numerous real-world applications in various domains. They represent a very active research field which is attracting the growing interest of scientists from a range of disciplines.This Special Issue aims to present a collection of current contributions concerning various topics related to stochastic processes and their applications. In particular, the focus here is on applications of stochastic processes as models of dynamic phenomena in research areas certain to be of interest, such as economics, statistical physics, queuing theory, biology, theoretical neurobiology, and reliability theory. Various contributions dealing with theoretical issues on stochastic processes are also included.arithmetic progressionsweighted quadratic variationfractional differential-difference equationssmall deviationsperiodic intensity functionsrealized volatilityrate of convergencehost-parasite interactionfirst Chebyshev functionregularly varying functionsCohen and Grossberg neural networksmixture of Gaussian lawsdiffusion modeltransition densitiesre-serviceStrang–Marchuk splitting approachrandom delaysnematode infectionfirst-passage-timetotal variation distanceforecast combinationsproducts of primesdiscrete time stochastic modelmultiplicative noisesslowly varying functionsgrowth curvesstochastic processloan interest rate regulationbirth-death processnon-Markovian queuecatastrophesexogenous factorsseasonal environmentrepairsproportional hazard ratesstructural breakstransient probabilitiesfirst passage time (FPT)boundsdouble-ended queuesmixed Gaussian processstochastic ordertime between inspectionsbusy perioddiffusioncontinuous-time Markov chainsgeneral bulk servicetime-non-homogeneous birth-death processesstand-by serverreliabilitysensor networksrandom impulsesscale family of distributionsmaximum likelihood estimationmulti-state networktotally positive of order 2lognormal diffusion processfractional birth-death processesexact asymptoticsstochastic orderstime-non-homogeneous jump-diffusion processesasymptotic distributioninverse first-passage problemnonhomogeneous Poisson processtwo-dimensional signaturemultiple vacationfirst-passage timemean square stabilityfractional queuesdifferential entropyrandom parameter matricesWasserstein distancebreakdown and repairfusion estimationMacci Claudioauth1301176Di Crescenzo AntonioauthMartinucci BarbaraauthBOOK9910367741003321Stochastic Processes with Applications3025764UNINA